Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47486.27 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46090.84 Kr¶

PnL: ---------------------------------------> -797.73 Kr¶

DD now: ---------------------------------> -2.352 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:12:20.834283'

Anic Portfolio¶

This Week¶

Return: -1.371 %¶

Total¶

Return: 55.496 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.630000 2751.000000 115.000000 4.360000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.330000 424.000000 69.000000 19.440000 355.000000
Corem Property Group B 59 -2.330000 642.510000 65.510000 11.350000 576.999999
HMS Networks 2 -0.890000 709.200000 36.200000 5.380000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.880000 549.200000 17.200000 3.230000 532.000000
Samhällsbyggnadsbo. i Norden D 12 2.070000 260.880000 14.880000 6.050000 246.000000
Eastnine 4 -1.100000 504.000000 13.000000 2.650000 491.000000
Resurs Holding 22 0.570000 586.960000 12.960000 2.260000 573.999998
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.780000 531.800000 4.800000 0.910000 527.000000
AcadeMedia 12 0.990000 560.400000 3.400000 0.610000 557.000004
Essity B 2 -0.480000 577.200000 3.200000 0.560000 574.000000
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.800000 547.000000 1.000000 0.180000 546.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Boozt 12 1.180000 1650.000000 -4.000000 -0.240000 1653.999996
Swedbank A 3 -1.790000 559.950000 -4.050000 -0.720000 564.000000
Securitas B 6 -0.630000 563.400000 -6.600000 -1.160000 570.000000
Nordea Bank Abp 29 -1.300000 3445.780000 -8.220000 -0.240000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
CTEK 13 -0.430000 510.900000 -23.100000 -4.330000 533.999999
International Petroleum Corp. 5 0.980000 517.500000 -77.070000 -12.960000 594.565215
Vivesto 1368 -3.610000 533.520000 -79.480000 -12.970000 612.999432
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
SAAB B 8 -1.040000 3265.600000 -111.400000 -3.300000 3377.000000
OX2 18 -0.060000 1543.500000 -120.500000 -7.240000 1663.999992
Axfood 13 -0.290000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 -1.670000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 -0.170000 3021.200000 -340.800000 -10.140000 3361.999992
TOTAL 46103.010000 -785.560000 -2.32785% 46888.564618

Updated:¶

'2023-01-13 16:08:42.219517'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶